ECBOT 10 Year T-Note Future December 2013
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
126-175 |
126-290 |
0-115 |
0.3% |
127-180 |
| High |
127-010 |
127-135 |
0-125 |
0.3% |
128-020 |
| Low |
126-160 |
126-275 |
0-115 |
0.3% |
126-220 |
| Close |
126-295 |
127-045 |
0-070 |
0.2% |
126-250 |
| Range |
0-170 |
0-180 |
0-010 |
5.9% |
1-120 |
| ATR |
0-178 |
0-178 |
0-000 |
0.1% |
0-000 |
| Volume |
1,030,712 |
1,270,096 |
239,384 |
23.2% |
5,091,259 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-265 |
128-175 |
127-144 |
|
| R3 |
128-085 |
127-315 |
127-094 |
|
| R2 |
127-225 |
127-225 |
127-078 |
|
| R1 |
127-135 |
127-135 |
127-062 |
127-180 |
| PP |
127-045 |
127-045 |
127-045 |
127-068 |
| S1 |
126-275 |
126-275 |
127-028 |
127-000 |
| S2 |
126-185 |
126-185 |
127-012 |
|
| S3 |
126-005 |
126-095 |
126-316 |
|
| S4 |
125-145 |
125-235 |
126-266 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-097 |
130-133 |
127-172 |
|
| R3 |
129-297 |
129-013 |
127-051 |
|
| R2 |
128-177 |
128-177 |
127-011 |
|
| R1 |
127-213 |
127-213 |
126-290 |
127-135 |
| PP |
127-057 |
127-057 |
127-057 |
127-018 |
| S1 |
126-093 |
126-093 |
126-210 |
126-015 |
| S2 |
125-257 |
125-257 |
126-169 |
|
| S3 |
124-137 |
124-293 |
126-129 |
|
| S4 |
123-017 |
123-173 |
126-008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-135 |
126-125 |
1-010 |
0.8% |
0-175 |
0.4% |
73% |
True |
False |
1,017,723 |
| 10 |
128-020 |
126-125 |
1-215 |
1.3% |
0-164 |
0.4% |
45% |
False |
False |
967,861 |
| 20 |
128-020 |
125-170 |
2-170 |
2.0% |
0-170 |
0.4% |
64% |
False |
False |
923,993 |
| 40 |
128-020 |
122-300 |
5-040 |
4.0% |
0-186 |
0.5% |
82% |
False |
False |
977,739 |
| 60 |
128-020 |
122-070 |
5-270 |
4.6% |
0-204 |
0.5% |
84% |
False |
False |
906,811 |
| 80 |
128-020 |
122-070 |
5-270 |
4.6% |
0-195 |
0.5% |
84% |
False |
False |
681,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-260 |
|
2.618 |
128-286 |
|
1.618 |
128-106 |
|
1.000 |
127-315 |
|
0.618 |
127-246 |
|
HIGH |
127-135 |
|
0.618 |
127-066 |
|
0.500 |
127-045 |
|
0.382 |
127-024 |
|
LOW |
126-275 |
|
0.618 |
126-164 |
|
1.000 |
126-095 |
|
1.618 |
125-304 |
|
2.618 |
125-124 |
|
4.250 |
124-150 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
127-045 |
127-020 |
| PP |
127-045 |
126-315 |
| S1 |
127-045 |
126-290 |
|